MO Briefing
30 Dec 2024 · NSE Derivatives Structure
Posture
Contraction Under Stress
1 session
Contracting with internal strain. Basis structure under stress.
The compass maps the structural posture of the derivatives market. The horizontal axis shows expansion vs contraction. The vertical axis shows coherence vs stress.
The dot marks today's position. The trail shows the past 7 sessions. The posture label describes what the structure is — not where it's going.
Depth panels below show the underlying measurements: positioning breadth, basis stress, range compression, and structural activity.
Depth
Positioning — 667 instruments
Structural lean: -0.205(241 expansionary, 378 contractionary)
Basis Stress
Flip stress
1.88x
elevated
Divergence
1.04x
elevated
Basis flip stress elevated (1.88x baseline). Instrument divergence elevated (1.04x baseline)
Range Compression
Futures
1.99x
elevated · 10 contracts
Equities
0.95x
below baseline · 1989 contracts
Expanded ranges (1.99x baseline)
Recent Path
Structural Activity
Transitioned from Fragmented Contraction
Next MO Briefing: Monday 08:30 IST